Title:Temporal Disaggregation, Missing Observations, Outliers, and Forecasting: A Unifying Non-Model-Based Procedure Author(s):MARCELLINO, MassimilianoDate:1998Citation:
- Advances In Econometrics, Vol 13 1998, 1998, 13, 181-202
Type:ArticleAbstract:We suggest a simple non-model-based procedure to recover a time series from its temporally aggregated realizations. If additional assumptions on the underlying process are introduced, it is shown that the procedure is ...
Title:Some Consequences of Temporal Aggregation in Empirical Analysis Author(s):MARCELLINO, MassimilianoDate:1999Citation:
- Journal of Business & Economic Statistics, 1999, 17, 1, 129-136
Type:ArticleAbstract:I derive the generating mechanism of a temporally aggregated process when the disaggregated one belongs to the vector autoregressive integrated moving average class. I then study the effects of temporal aggregation on a ...
Title:Un'analisi empirica delle relazioni tra la spesa pubblica, entrate, PIL e inflazione Author(s):MARCELLINO, MassimilianoDate:1995Citation:
- Giornale degli economisti e annali di economia, 1995, 54, 1/3, 103-128
Title:Fiscal Forecasting: The Track Record of the IMF, OECD and EC Author(s):ARTIS, Michael J.; MARCELLINO, MassimilianoDate:1999Type:Working PaperSeries/Number:EUI ECO; 1999/22
Title:Some Consequences of Temporal Aggregation of a VARIMA Process Author(s):MARCELLINO, MassimilianoDate:1995Type:Working PaperSeries/Number:EUI ECO; 1995/40